Anic Equity¶

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Total return since start: 0.625 %¶

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Equity now: -----------------------------> 49628.44 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45567.23 Kr¶

PnL: ---------------------------------------> 511.23 Kr¶

DD now: ---------------------------------> -6.574 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 15:45:19.229562'

Anic Portfolio¶

Today¶

Return: 1.545 %¶

This Week¶

Return: 0.66 %¶

Total portfolio value¶

Return including deposits: 62.471 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.690000 1672.380000 203.380000 13.840000 1468.999998
Sedana Medical 93 4.420000 2682.120000 161.120000 6.390000 2521.000011
Orrön Energy 180 5.470000 2169.000000 126.000000 6.170000 2043.000000
Platzer Fastigheter Holding B 12 5.200000 1020.000000 59.000000 6.140000 960.999996
Atrium Ljungberg B 5 4.150000 992.000000 57.000000 6.100000 935.000000
Sagax A 4 5.120000 904.000000 50.000000 5.850000 854.000000
JM 6 3.900000 912.000000 48.000000 5.560000 864.000000
Sagax B 4 3.830000 900.000000 46.000000 5.390000 854.000000
Catena 2 4.330000 838.000000 46.000000 5.810000 792.000000
Hexatronic Group 12 3.500000 1002.000000 35.000000 3.620000 966.999996
Hoist Finance 35 0.870000 1013.250000 33.250000 3.390000 980.000000
BioGaia B 8 2.050000 953.600000 23.600000 2.540000 930.000000
Bilia A 8 1.780000 916.000000 16.000000 1.780000 900.000000
Gränges 9 1.650000 943.200000 15.200000 1.640000 927.999999
VEF 909 2.400000 1861.630000 11.630000 0.630000 1850.000436
Biotage 7 0.890000 951.300000 10.300000 1.090000 940.999997
Clas Ohlson B 12 0.740000 981.600000 8.600000 0.880000 972.999996
Byggmax Group 33 0.970000 962.280000 6.280000 0.660000 956.000001
OX2 13 1.660000 956.150000 6.150000 0.650000 949.999999
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
EQT 4 0.720000 834.000000 2.000000 0.240000 832.000000
AcadeMedia 8 0.200000 401.600000 -0.400000 -0.100000 402.000000
ASSA ABLOY B 3 -0.080000 775.200000 -3.800000 -0.490000 779.000001
Alimak Group 11 0.120000 918.500000 -9.500000 -1.020000 927.999996
Addnode Group B 11 0.240000 903.650000 -17.350000 -1.880000 921.000003
Nordic Waterproofing Holding 7 0.590000 949.200000 -17.800000 -1.840000 966.999999
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
SKF B 5 -1.800000 915.250000 -24.750000 -2.630000 940.000000
Indutrade 5 1.940000 1183.500000 -34.500000 -2.830000 1218.000000
Hexagon B 26 1.040000 3425.500000 -35.500000 -1.030000 3461.000010
Vitec Software Group B 2 0.770000 1050.000000 -37.000000 -3.400000 1087.000000
Latour B 4 -0.050000 817.600000 -39.400000 -4.600000 857.000000
Bufab 3 -0.680000 1045.800000 -63.200000 -5.700000 1109.000001
INVISIO 16 0.440000 3616.000000 -73.000000 -1.980000 3689.000000
BHG Group 97 2.150000 1384.190000 -74.810000 -5.130000 1458.999989
TOTAL 45568.000000 512.000000 -6.57213% 45056.000411

Updated:¶

'2023-07-04 15:43:51.237046'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶